ADXVMA on Investor/RT - futures io
futures io futures trading



ADXVMA on Investor/RT


Discussion in Platforms and Indicators

Updated
      Top Posters
    1. looks_one Big Mike with 9 posts (0 thanks)
    2. looks_two LS Chad with 7 posts (2 thanks)
    3. looks_3 capricorn77 with 3 posts (0 thanks)
    4. looks_4 Trafford with 1 posts (0 thanks)
    1. trending_up 8,590 views
    2. thumb_up 2 thanks given
    3. group 4 followers
    1. forum 20 posts
    2. attach_file 8 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

ADXVMA on Investor/RT

(login for full post details)
  #1 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received

I'm working with Chad (he is doing all heavy lifting) on recreating the ADXVMA for IRT.

Wanted to create this thread so we can open it up for discussion and make sure we got it right

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote

Journal Challenge February 2021 results:
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(173 thanks from 31 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(120 thanks from 33 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(35 thanks from 17 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #2 (permalink)
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
 
LS Chad's Avatar
 
Posts: 165 since Apr 2010
Thanks: 2 given, 142 received

Thanks Mike. I've made some progress on this. Let me know what symbol and periodicity (rangebar) you'd like me to post and we can take a look at a few examples. I'm using a period of 14 in the chart below on 4 tick ($1) rangebars of ES.



Chad

Follow me on Twitter Reply With Quote
The following user says Thank You to LS Chad for this post:
 
(login for full post details)
  #3 (permalink)
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
 
LS Chad's Avatar
 
Posts: 165 since Apr 2010
Thanks: 2 given, 142 received


Here's another look using colors you posted in another thread on ADXVMA.


Follow me on Twitter Reply With Quote
 
(login for full post details)
  #4 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received

Here is 6E on a 6 range today. ADXVMA setting of 5.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Attached Thumbnails
Click image for larger version

Name:	5-3-2011 3-33-50 PM.png
Views:	155
Size:	29.0 KB
ID:	37869   Click image for larger version

Name:	5-3-2011 3-34-45 PM.png
Views:	130
Size:	25.0 KB
ID:	37870  
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #5 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received


LS Chad View Post
Here's another look using colors you posted in another thread on ADXVMA.

What is the setting? 5?

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #6 (permalink)
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
 
LS Chad's Avatar
 
Posts: 165 since Apr 2010
Thanks: 2 given, 142 received

Getting close. I'm still not sure why you now have stepped lines as opposed to the three-colored line format used in this thread. Did the code for this change since that post?


Follow me on Twitter Reply With Quote
 
(login for full post details)
  #7 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received


LS Chad View Post
Getting close. I'm still not sure why you now have stepped lines as opposed to the three-colored line format used in this thread. Did the code for this change since that post?

Attachment 37878

The way I use it is set rising and falling plots to transparent or disabled, and only use the flat plot.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #8 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received


Big Mike View Post
The way I use it is set rising and falling plots to transparent or disabled, and only use the flat plot.

Mike

I should add - that I then use that remaining plot for the bar color function. Above & Rising -> blue/solid, Above & Falling -> blue/hollow. Below & Falling -> red/solid, Below & Rising -> red/hollow.

This is just something I've used for a very long time and am accustomed to seeing this.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #9 (permalink)
London, England
 
Experience: Intermediate
Platform: Ninja
Broker: Mirus Futures/Zen-Fire
Trading: EUR
 
Trafford's Avatar
 
Posts: 337 since Sep 2010
Thanks: 378 given, 229 received


LS Chad View Post
Getting close. I'm still not sure why you now have stepped lines as opposed to the three-colored line format used in this thread. Did the code for this change since that post?

Attachment 37878

Chad,

Please can you supply IRT definition for this chart - thanks

Reply With Quote
 
(login for full post details)
  #10 (permalink)
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
 
LS Chad's Avatar
 
Posts: 165 since Apr 2010
Thanks: 2 given, 142 received


Trafford,

I'm doing this with a new built-in ADXVMA indicator that will be in version 10.4. It's not currently available so sharing the definition will do no good. Should be available in next week or two. If you're looking for any specific options in this indicator, let me know now.

Mike,

I think I understand what's behind the stepped lines now. I'll post some more charts later this morning.

Chad

Follow me on Twitter Reply With Quote
The following user says Thank You to LS Chad for this post:
 
(login for full post details)
  #11 (permalink)
Quebec
 
Experience: Intermediate
Platform: Multicharts 64 +VolProfile
Broker: AMP Trading / CQG
Trading: Ym, Es
 
Serger's Avatar
 
Posts: 72 since Oct 2010
Thanks: 64 given, 24 received

Hello Mike and all
What have we changed in the Adxvma Big Mike Multichart to paint the bars ..
(same as Ninja.....)
somebody you it can help me with this ..
Thank you in advance
Serger

Reply With Quote
 
(login for full post details)
  #12 (permalink)
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
 
LS Chad's Avatar
 
Posts: 165 since Apr 2010
Thanks: 2 given, 142 received

Mike,

Could you share some chart images with the rising and falling plots turned on as well as the flat plots? I'd like to see both on the same chart. Also, if you could share maybe 1-min or 5-min charts, that might make it more likely we're comparing apples to apples.

I assume when you say you're using a period of 5, that is the period used for the WeightDM, WeightDI, WeightDX, and the ChandeEMA in the original formula you posted. All 4 are set to 5.

Thanks,
Chad

Follow me on Twitter Reply With Quote
 
(login for full post details)
  #13 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received


LS Chad View Post
Mike,

Could you share some chart images with the rising and falling plots turned on as well as the flat plots? I'd like to see both on the same chart. Also, if you could share maybe 1-min or 5-min charts, that might make it more likely we're comparing apples to apples.

I assume when you say you're using a period of 5, that is the period used for the WeightDM, WeightDI, WeightDX, and the ChandeEMA in the original formula you posted. All 4 are set to 5.

Thanks,
Chad

I'll get back to you on charts, but there is only one input variable not 4.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #14 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received

Short video attached.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Attached Files
Register to download File Type: mp4 chad-1.mp4 (7.11 MB, 44 views)
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #15 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received


Big Mike View Post
Short video attached.

Mike

My bad, my video didn't answer any of your questions. Trying again.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Attached Files
Register to download File Type: mp4 chad-2.mp4 (9.49 MB, 28 views)
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #16 (permalink)
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
 
LS Chad's Avatar
 
Posts: 165 since Apr 2010
Thanks: 2 given, 142 received

I'm still working on it Mike. I've tripled checked that my code replicates the logic in this thread, but they are still not matching the charts you displayed in your video. Below is my 6 tick range chart for the Euro for today. I'll keep at it. Something is not lining up and I'm assuming it's on my end but I can't figure it out. Once I figure out the difference in the underlying logic, making it do the other things you're after won't be a problem.


Follow me on Twitter Reply With Quote
 
(login for full post details)
  #17 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,765 since Jun 2009
Thanks: 32,302 given, 97,540 received


LS Chad View Post
I'm still working on it Mike. I've tripled checked that my code replicates the logic in this thread, but they are still not matching the charts you displayed in your video. Below is my 6 tick range chart for the Euro for today. I'll keep at it. Something is not lining up and I'm assuming it's on my end but I can't figure it out. Once I figure out the difference in the underlying logic, making it do the other things you're after won't be a problem.

Attachment 38049

What setting are you using for the length so I can load a chart over here.

I wonder if the problem is your inputs, because you had mentioned multiple inputs before - it should have just one, everything else starts as 0 and is calc'd in the script.

Might check the C# version I sent you too, for a different angle on it.

Don't devote too many resources to this, I know your busy and it's low priority.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #18 (permalink)
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
 
LS Chad's Avatar
 
Posts: 165 since Apr 2010
Thanks: 2 given, 142 received

I'm using a period of 5 for the chart I just shared. Yes, there is just one input, but it's used for 4 different variables in the code:

WeightDM(Length),
WeightDI(Length),
WeightDX(Length),
ChandeEMA(Length),

Follow me on Twitter Reply With Quote
 
(login for full post details)
  #19 (permalink)
Athens Greece
 
Experience: Intermediate
Platform: WHSelfinvest Nanotrader
Trading: ES
 
Posts: 8 since Aug 2009
Thanks: 8 given, 0 received


LS Chad View Post
I'm still working on it Mike. I've tripled checked that my code replicates the logic in this ___, but they are still not matching the charts you displayed in your video. Below is my 6 tick range chart for the Euro for today. I'll keep at it. Something is not lining up and I'm assuming it's on my end but I can't figure it out. Once I figure out the difference in the underlying logic, making it do the other things you're after won't be a problem.

Attachment 38049


so, what is the update on adxvma?


cheers

Reply With Quote
 
(login for full post details)
  #20 (permalink)
Athens Greece
 
Experience: Intermediate
Platform: WHSelfinvest Nanotrader
Trading: ES
 
Posts: 8 since Aug 2009
Thanks: 8 given, 0 received


LS Chad View Post
I'm using a period of 5 for the chart I just shared. Yes, there is just one input, but it's used for 4 different variables in the code:

WeightDM(Length),
WeightDI(Length),
WeightDX(Length),
ChandeEMA(Length),


By the way, I don't see the stochastic length parameter in the list that you posted.

As far as I know, and I know because I have my own adxvma for amibroker, the parameters are

1) adx periods
Note: dmi periods and smoothing periods may be 2 different parameters if one wishes
2) stochastic periods
3) ema periods

you may use the same number for dmi_periods and the smoothing periods but the stochastic periods need to be a different parameter. The same for the ema periods.

For example for a fast adxvma line, one may use dmi_periods 3, stochastic periods 2 and ema periods 4.

Reply With Quote
 
(login for full post details)
  #21 (permalink)
Athens Greece
 
Experience: Intermediate
Platform: WHSelfinvest Nanotrader
Trading: ES
 
Posts: 8 since Aug 2009
Thanks: 8 given, 0 received


capricorn77 View Post
the parameters are

1) adx periods
Note: dmi periods and smoothing periods may be 2 different parameters if one wishes
2) stochastic periods
3) ema periods

the original adx uses Wilder's smoothing. In order to have better parameter resolution and the ability for fast adxvma lines (if one wants to use them), ema smoothing should be used for the adx computations.

Since

wilders(variable, wilders_periods) = ema(variable, 2*wilders_periods -1);

if one insists on using wilders smoothing, then the parameter wilders_periods should be allowed to take 0.5 increments

cheers

Reply With Quote


futures io Trading Community Platforms and Indicators > ADXVMA on Investor/RT


Last Updated on June 22, 2011


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Call Option Buying: The New Pain Trade? w/Carley Garner

Elite only
 

Importance of Finding Your Own Way w/Adam Grimes

Elite only
 

New Challenge (TBD)

April
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts